+43.3%
ADP vs IWF
+67.0%
-23.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | +11.5% | -10.1% | +21.6% | +13.4% |
| 3M | +12.0% | -7.6% | +19.7% | +13.3% |
| 6M | +43.8% | -6.7% | +50.5% | +45.0% |
| YTD | +20.1% | -2.5% | +22.6% | +19.5% |
| 1Y | +22.3% | -2.1% | +24.4% | +21.5% |
| 3Y | +43.3% | +68.6% | -25.4% | +18.2% |
| All | +43.3% | +67.0% | -23.7% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling